Vanguard Mid-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.64% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 3.42 | |
| 0.1786 | 35.26 | |
| 0.9703 | 707.73 | |
| -0.1315 | -27.41 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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